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QS Seasonality Test

Source: R/tests_seasonality.R
seasonality_qs.Rd

QS (modified seasonal Ljung-Box) test.

Usage

seasonality_qs(data, period, nyears = 0)

Arguments

data

the input data.

period

Tested periodicity.

nyears

Number of number of periods number of cycles considered in the test, at the end of the series: in periods (positive value) or years (negative values). By default (nyears = 0), the entire sample is used.

Value

A c("JD3_TEST", "JD3") object (see statisticaltest() for details).

Examples

seasonality_qs(ABS$X0.2.09.10.M, 12)
#> Value: 815.4929 
#> P-Value: 0.0000 
seasonality_qs(random_t(2, 1000), 7)
#> Value: 0.9702622 
#> P-Value: 0.6156